Failed user lock-down

Have been on a Citrix Windows 2008r2 server machine where the admins really tried to lock down everything.

The other side is: Some stuff is not working well and I do not wonder because I am pretty sure that a lot of features that have been disabled are required by several pieces of software.

And the funny thing is: You can't really lock out the user on Windows - just to show one simple way to open the command prompt if disabled:

1. Start Microsoft Word
2. Press ALT + F11
3. Press CTRL+G
4. Type: vba.shell "cmd.exe"
5. Press Enter
6. Voila here it is the commandline window.

In the particular case C: drive was disabled and command prompt -  now everything is at hand form the command prompt. You can either try:
vba.shell "explorer C:\Windows"
works either. :-)